Systematic Risk Determinants of Stock Returns after Financial Crisis - Fama-French Three-factor Model vs CAPM

"Just do what you want before it's too late". The book covers fundamental knowledge of Fama and French Three-factor Model in a comparison with Capital Assets Pricing Model (CAPM). It also provides an empirical evidence of the application of those models in London Stock Exchange, United Kingdom. It is presented in a very simple and very easy way to follow. We believe that contents of the book are very helpful for students, researchers and investors in seeking the relevant understanding. We had a very difficult experience in finding out those knowledge; therefore, we really hope that our book can become a close friend of those who are interested in investments and stock markets.

A propos de l'auteur

Vu Quang Trinh - Chercheur titulaire d'un doctorat, chargé de cours en finance à l'université de Newcastle (Royaume-Uni). Diplômé avec mention de l'université de Northumbria (Royaume-Uni) avec une maîtrise en gestion financière globale, et de l'université d'économie de HCMC (Vietnam) avec une licence en finance et banque. Ses recherches portent sur la gouvernance d'entreprise, les.

Détails du produit

• Auteurs: Binam Ghimire, Dipes Karki, Dipesh Karki, Vu Quan Trinh, Vu Quang Trinh
• Edition: Scholar's Press
• Langues: Anglais
• Format d'édition: Livre de poche
• Sortie: 17.04.2018
• EAN: 9786202309363
• ISBN: 9786202309363
• Pages: 60
• Dimensions: 150 mm x 3 mm x 220 mm
• Poids: 98 g
• Catégorie: Livres de conseils > Droit, profession, finances